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isPartOf:"The European journal of finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivat"
~subject:"Option pricing theory"
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Derivat
Option pricing theory
Option trading
73
Optionsgeschäft
73
Optionspreistheorie
55
Theorie
38
Theory
38
Hedging
14
Volatility
14
Volatilität
14
Black-Scholes model
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Derivative
12
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options
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Credit risk
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Dai, Min
2
Dolinsky, Yan
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Kwok, Yue-Kuen
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Romagnoli, Silvia
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2
Wang, Xingchun
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Abad Díaz, David
1
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Ap Gwilym, Owain
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1
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1
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1
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1
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1
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Feng, Liming
1
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The European journal of finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
100
International journal of theoretical and applied finance
86
Review of derivatives research
61
The journal of computational finance
58
Quantitative finance
52
Applied mathematical finance
51
The journal of derivatives : the official publication of the International Association of Financial Engineers
50
Journal of banking & finance
49
Finance research letters
47
The North American journal of economics and finance : a journal of financial economics studies
38
Journal of economic dynamics & control
37
International journal of financial engineering
32
Finance and stochastics
30
Computational economics
29
European journal of operational research : EJOR
27
International review of economics & finance : IREF
27
Journal of financial economics
27
Journal of mathematical finance
26
Research paper series / Swiss Finance Institute
22
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Review of quantitative finance and accounting
20
Asia-Pacific financial markets
18
Risks : open access journal
18
The journal of derivatives : JOD
17
Economic modelling
16
Insurance / Mathematics & economics
15
Journal of financial markets
15
Applied economics
14
International review of financial analysis
14
Journal of risk and financial management : JRFM
14
Swiss Finance Institute Research Paper
14
Annals of finance
12
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
Journal of econometrics
12
Journal of derivatives & hedge funds
11
Applied economics letters
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Applied financial economics
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Energy economics
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ECONIS (ZBW)
57
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1
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes
Li, Zelei
;
Tang, Dan
;
Wang, Xingchun
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1406-1431
Persistent link: https://www.econbiz.de/10014323018
Saved in:
2
Liquidity-adjusted value-at-risk : a comprehensive extension with microstructural liquidity components
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 871-888
Persistent link: https://www.econbiz.de/10013373347
Saved in:
3
American and exotic options in a market with frictions
Junike, Gero
;
Arratia, Argimiro
;
Cabaña, Alejandra
; …
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 179-199
Persistent link: https://www.econbiz.de/10012207193
Saved in:
4
Pricing European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu
;
Wang, Guanying
;
Wang, Yongjin
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
Saved in:
5
The valuation of vulnerable European options with risky collateral
Wang, Guanying
;
Wang, Xingchun
;
Shao, Xinjian
- In:
The European journal of finance
26
(
2020
)
13
,
pp. 1315-1331
Persistent link: https://www.econbiz.de/10012264969
Saved in:
6
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
7
Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
Saved in:
8
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
9
Hedging of Asian options under exponential Lévy models : computation and performance
Ballotta, Laura
;
Gerrard, Russell
;
Kyriakou, Ioannis
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 297-323
Persistent link: https://www.econbiz.de/10011736257
Saved in:
10
Pricing volatility options under stochastic skew with application to the VIX index
Marabel Romo, Jacinto
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 353-374
Persistent link: https://www.econbiz.de/10011736265
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